Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization / Frank J. Fabozzi Series (PDF)
The Ideal Risk, Uncertainty, and Performance Measures
(Sprache: Englisch)
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the...
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This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.
Autoren-Porträt von Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
Svetlozar T. Rachev, PhD, Doctor of Science, isChair-Professor at the University of Karlsruhe in the School of
Economics and Business Engineering; Professor Emeritus at the
University of California, Santa Barbara; and Chief-Scientist of
FinAnalytica Inc.
Stoyan V. Stoyanov, PhD, is the Chief Financial
Researcher at FinAnalytica Inc.
Frank J. Fabozzi, PhD, CFA, is Professor in the Practice
of Finance and Becton Fellow at Yale University's School of
Management and the Editor of the Journal of Portfolio
Management.
Bibliographische Angaben
- Autoren: Svetlozar T. Rachev , Stoyan V. Stoyanov , Frank J. Fabozzi
- 2008, 1. Auflage, 400 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 0470253606
- ISBN-13: 9780470253601
- Erscheinungsdatum: 19.02.2008
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
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- Größe: 3.61 MB
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Sprache:
Englisch
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